There were lots of theories floating about that character and the TV Series just killed them all off. The TV writers seem to always be in sync with the author of the books, George R.R. Martin, and they do know (at least a little bit) about each character in depth (more than books), and

Cold hands was speculated to be Benjen Stark.

If the TV writers felt that it was not important to introduce it, does that mean that all these theories were wrong?

It might be simply because they didn't want to introduce yet another character for something that the existing characters might achieve, too, which is a natural consequence of adapting a story for a different medium. But I don't know it either.
– Napoleon Wilson♦Jun 18 '14 at 13:21

@JohnSmithOptional That Question is very generic !!! I am asking about a particular character omission. Because there were lot of theories floating about that character and the TV Series just killed it off. It could also mean that all the theories are wrong since that character itself got killed off.
– GoodSp33dJun 18 '14 at 13:52

@GoodSp33d Feel free to add those aspects from your last comment into the question. It might give its premise a bit more substance.
– Napoleon Wilson♦Jun 18 '14 at 13:55

2

The linked question incorporates your question, in its entirety, for its example, and got there a little before you I'm afraid...
– John Smith OptionalJun 18 '14 at 13:57

5 Answers
5

There can be many reasons a character isn't introduced. While I can't seem to find any interviews that directly explain why this character was left out, that could be because they don't want to spoil anything for the remaining seasons.

While I haven't read the books, I watch the show with a few people who have, so I'm aware of several moments in season 4 that did not go according to the book.

The thing I tell them is the same thing I tell everyone who's read the book a film is adapted from: the show writers are telling their story, the book writer is telling a different one. Sometimes they're 100% accurate, sometimes only 50%, and sometimes they go a completely different direction. The reason for changes can be numerous.

Things get cut due to budget/time constraints. While TV shows have more time to play with than movies, you have to remember that both need to get through their stories in a set amount of time. 10 episodes per season is pretty short compared to most shows, but most shows don't have the story or budget that Game of Thrones does. As such, characters or events or entire story lines may be scrapped for the sake of time and monetary concerns. Given the amount of characters and stories the books wade through, this is especially possible for a show like Game of Thrones.

Writers change things to keep those who've read the source material on their toes as well. One thing about people who've read the books is that there's likely little that could surprise them when they see it adapted, verbatim, to film or television. As such the writers might change things to provide those viewers with their own surprises. Sometimes they work, other times they don't.

The writer of the source material is still writing some part of the source material. As it stands, five of the planned seven books are out for A Song of Ice and Fire. Next year we'll see season five start, and if we're lucky book six will be out. However, it's possible that not all the books will be written and the stories completed before the show is ready to finish. Currently, Game of Thrones has been approved for a fifth and sixth season, and that could be that, but we don't know. Martin still has yet to produce the final two books of the series, though evidently the sixth is coming fairly soon. Given these factors, story considerations may need to be made for the sake of the show and the current state of the source material. Evidently George R.R. Martin has told the series writers where he plans for the various stories to end up, so they can sort of plan around that. However, you should probably expect the show and the books to take slightly different paths.

Sometimes writers just don't like characters or see the point in them. Unfortunately, you get people writing adaptations who simply don't care for certain characters, or can't figure out how to make them work within the constraints they're playing with (see point 1). A good example is the third Spider-Man film. Rami did not like the character of Venom, and had originally wrote the script without him. However, Sony forced him to include the character citing fan demand. It eventually led to a rift between Rami and Sony, one they couldn't overcome, and eventually the franchise was rebooted anyway.

We still have two guaranteed seasons to go, so they could show up later. Just because a character hasn't shown up, "When he's supposed to," doesn't mean they never will. Remember that the show writers are telling their story based on the source material, and may introduce things at differing points from the source material.

Unfortunately, without any official word from the show's writers, anything discussed is pretty much conjecture. I'm simply seeking to provide reasons for why certain things may not be included in film and television adaptations of written works.

Another example for item 3 that I didn't include for the sake of space was J.K. Rowling telling Alan Rickman about the true intentions of Severus Snape when filming for the first movie started. When they began filming, only the first 4 books had been released, but Rowlings knew Rickman would need to know where they'd end up for him to play Snape properly, so she told him, in secret, where Snapes story line was headed. Rickman reportedly had several conflicts with directors about his portrayal, telling them he knew something they didn't, and had to act a certain way. That's just crazy.
– MattDJun 18 '14 at 13:36

Since you are addressing Cold Hands specifically, and his absence, I'll float this (which is built from a comment I made on another, slightly overlapping question), which I think needs to be considered in its own right.

The reason Cold Hands isn't in the TV show is because...

Cold Hands isn't important

Before all his über-supporters jump on me, let me explain myself:

GRRM has been involved with the Game of Thrones TV show from its inception, and has obviously been advising the script department on the significance of certain elements, so they can draw particular attention to them. Much like one on the comments made about Harry Potter from @MattD above, this is to help with character motivation and overall focus.

If he was an important character to the Grand Narrative of Game of Thrones, wouldn't GRRM have insisted on his presence?

Think about it: he has had every opportunity to declare to the Showrunners that Cold Hands is the future king of Westeros, or has some significant part to play that couldn't be substituted by another character. If he was integral to its story, he would be included.

That isn't in any way to diminish his presence in the books, its just to say that he isn't required for the TV show. It functions perfectly without him. The only people who are concerned about his absence are people who perceive the show para-textually alongside the books: try it, ask anyone who hasn't read the books if they think its confusing or lacking without Cold Hands, and watch as they stare back at you with confusion.

Some fat has to be trimmed, and GRRM was obviously happy with them losing Cold Hands: he was in collusion with the show, and as such an accessory to his removal. He can't think much of the character, or at least doesn't consider him to be important...

To further add credence to GRRM being involved in the show's writing, he's written exactly one script adaptation per season. He's written the episodes "The Pointy End" (S1EP8), "Blackwater" (S2EP9), "The Bear and the Maiden Fair" (S3EP7), and "The Lion and The Rose" (S4EP2). See here: en.wikipedia.org/wiki/List_of_Game_of_Thrones_episodes
– MattDJun 18 '14 at 18:50

It's also worth pointing out that in the show, they sometimes save introducing a character until they become important. For example, in the books, Ser Dontos was meeting with Sansa for a long time before doing anything significant. In the show, he made a brief cameo then didn't feature until just before doing something important. So far, Cold Hands does nothing but sit on an elk looking mysterious... If he is needed later on, they'll find a way to introduce him.
– user56reinstatemonica8Mar 15 '15 at 10:12

There are several theories among book readers as to who Coldhands may actually be.

Let's assume Coldhands is actually just another form of the 3-eyed crow/Bloodraven

If this theory is true then it wouldn't be much of a point showing him in the series as Bran is already being led by this being and helped by the Reeds to the 3-eyed crow's lair.

If the theory that he is a member of the Night's Watch is indeed true I can then also see why this would be not necessary considering of what they showed of Bran's journey seemed to be just a struggle through the North to the great Weirwood tree.

However, one theory also states that Coldhands is actually The Night's King.

Which is who this guy is rumored to be.

Whether or not this is the actual Night's King is still to be determined. It is also still to be determined who this guy actually is, meaning it is quite possible that this could be Coldhands.

As far as why, no one is really at liberty to say except the show-runners themselves, unfortunately. And from what I can find there hasn't been much of a word on Coldhands appearing or not appearing.

Pure conjecture on my part, haven't read the books, but extrapolating from some other answers, Could it be possible that

Coldhands wasnt that important

coldhands is Benjen Stark

the actor who portayed Benjen was unavailable

If you have this character, Coldhands, who isn't really important other than the fact that he resolves what happened to Uncle Benjen, and the actor who portayed Benjen is not available (for whatever reason) it makes sense to cut the character entirely rather than recast.
But I'm literally just making this up as a plausible scenario and have absolutely no evidence. IMO most likely Coldhands either isnt important enough, or as was mentioned, he will make an appearance later on, when his presence is more crucial.

Spoiler Alert So Coldhands is rumored to be Benjen, as he dresses in night's watch garb and doesn't reveal his face. Having watched the finale, perhaps Jon will become Coldhands instead? Maybe Bran, being with/becoming the 3 Eyed Raven, he'll have the power to transform Jon in some way? The three eyed raven seems to have some control over wights as they can't enter his cave ("the magic that reanimates them has no power there"
http://gameofthrones.wikia.com/wiki/Three-eyed_raven). They may bury Jon in the Godswood near a weirwood and Bran could transform him that way? Just a theory.